RVT vs. KOKU
Compare and contrast key facts about Royce Value Trust Inc. (RVT) and Xtrackers MSCI Kokusai Equity ETF (KOKU).
KOKU is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI Kokusai Index (World ex Japan). It was launched on Apr 8, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RVT or KOKU.
Key characteristics
| RVT | KOKU | |
|---|---|---|
| YTD Return | 22.01% | 21.72% |
| 1Y Return | 46.10% | 32.99% |
| 3Y Return (Ann) | 3.30% | 7.82% |
| Sharpe Ratio | 2.29 | 2.82 |
| Sortino Ratio | 3.14 | 3.83 |
| Omega Ratio | 1.40 | 1.52 |
| Calmar Ratio | 1.74 | 4.18 |
| Martin Ratio | 13.10 | 19.04 |
| Ulcer Index | 3.55% | 1.74% |
| Daily Std Dev | 20.34% | 11.74% |
| Max Drawdown | -72.31% | -25.77% |
| Current Drawdown | -0.65% | -0.53% |
Correlation
The correlation between RVT and KOKU is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
RVT vs. KOKU - Performance Comparison
The year-to-date returns for both stocks are quite close, with RVT having a 22.01% return and KOKU slightly lower at 21.72%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
RVT vs. KOKU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Value Trust Inc. (RVT) and Xtrackers MSCI Kokusai Equity ETF (KOKU). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
RVT vs. KOKU - Dividend Comparison
RVT's dividend yield for the trailing twelve months is around 6.67%, more than KOKU's 1.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RVT Royce Value Trust Inc. | 6.67% | 7.35% | 9.95% | 8.52% | 6.44% | 7.45% | 10.68% | 7.17% | 7.62% | 10.54% | 12.70% | 4.65% |
KOKU Xtrackers MSCI Kokusai Equity ETF | 1.55% | 1.76% | 1.98% | 1.89% | 0.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RVT vs. KOKU - Drawdown Comparison
The maximum RVT drawdown since its inception was -72.31%, which is greater than KOKU's maximum drawdown of -25.77%. Use the drawdown chart below to compare losses from any high point for RVT and KOKU. For additional features, visit the drawdowns tool.
Volatility
RVT vs. KOKU - Volatility Comparison
Royce Value Trust Inc. (RVT) has a higher volatility of 6.81% compared to Xtrackers MSCI Kokusai Equity ETF (KOKU) at 3.24%. This indicates that RVT's price experiences larger fluctuations and is considered to be riskier than KOKU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.